ThresholdStability

ThresholdStability.jl is a package implementing techniques to determine the stability of discrete-time threshold vector autoregressive (TVAR) models.

Contents

• CKSVAR models
• Construction of automata
• Indicator
• Stability
• Motivation
• JSR and CJSR
• SCJSR

Index

• ThresholdStability.CKSVAR_to_TAR
• ThresholdStability.CKSVAR_to_companion
• ThresholdStability.CKSVAR_to_companionFD
• ThresholdStability.automaton_constructor
• ThresholdStability.cjsr
• ThresholdStability.indicator
• ThresholdStability.jsr
• ThresholdStability.perms
• ThresholdStability.render_canonical
• ThresholdStability.rjsr
• ThresholdStability.sdpbound_gamma
• ThresholdStability.sdpbound_γ
• ThresholdStability.sosbound_gamma
• ThresholdStability.sosbound_γ
• ThresholdStability.spectral_radius